首页    期刊浏览 2025年12月03日 星期三
登录注册

文章基本信息

  • 标题:Guidelines for optimal estimation of correlation ratios based on Monte Carlo simulation of computer codes
  • 本地全文:下载
  • 作者:R. Bolado ; R. Bolado ; E. Plischke
  • 期刊名称:Procedia - Social and Behavioral Sciences
  • 印刷版ISSN:1877-0428
  • 出版年度:2010
  • 卷号:2
  • 期号:6
  • 页码:7615-7616
  • DOI:10.1016/j.sbspro.2010.05.144
  • 语种:English
  • 出版社:Elsevier
  • 摘要:AbstractThe computational cost of many computer codes is a burden that obliges users to use the same set of simulations to perform uncertainty and sensitivity analysis. Correlation ratios are a simple and straightforward tool to estimate first order sensitivity indices. Nevertheless, they demand the use of debiasing factors and of appropriate partitions of the support of each input parameter to deliver optimal estimates. The way to estimate these indices depends in fact on the actual values to be estimated. This work contains an exhaustive study developed for providing a set of guidelines about the optimal way to deliver such estimates, which involves the minimum sample sizes needed, the selection of the partition and the use of appropriate debiasing factors.
  • 关键词:Correlation ratios;first order sensitivity indices;unbiased estimation
国家哲学社会科学文献中心版权所有